I use the fuel pump feed Chris that way the lambda heater is only on when the fuel pump is running.

By doing this that usually means the lambda is only running when the engine is running because of the fuel pump run system controlled by the ecu.
This means the lambda heater will not overheat as it will always be cooled by the exhaust gases.

If they are wired to a straight ign feed the sensor can overheat if the ign is left on for long periods with the engine not running. This can lead to premature sensor failure.